-59.6%
ADBE vs DD
+89.9%
-149.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -3.2% | +6.7% | -9.9% | -4.2% |
| 30D | +1.0% | +19.4% | -18.5% | -2.1% |
| 3M | -7.8% | +7.6% | -15.4% | -9.0% |
| 6M | -1.0% | +2.9% | -3.8% | -1.5% |
| YTD | -31.8% | +29.9% | -61.7% | -37.0% |
| 1Y | -29.2% | +28.6% | -57.9% | -34.4% |
| All | -59.6% | +89.9% | -149.5% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling